+592.6%
QCOM vs UPS
+243.4%
+349.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +3.3% | -2.9% | +6.2% | +5.2% |
| 30D | +7.7% | -3.5% | +11.2% | +9.9% |
| 3M | -30.1% | -5.7% | -24.3% | -27.8% |
| 6M | +22.8% | -4.4% | +27.2% | +25.2% |
| YTD | +0.2% | +8.0% | -7.8% | -5.5% |
| 1Y | +7.9% | +29.0% | -21.2% | -9.3% |
| 3Y | +55.8% | -27.7% | +83.5% | +78.6% |
| 5Y | +30.1% | -34.3% | +64.4% | +56.2% |
| 10Y | +248.9% | +37.8% | +211.1% | +142.4% |
| All | +592.6% | +243.4% | +349.2% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling